News Media Analytics in Finance: A Survey

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

Fersiynau electronig

Dangosydd eitem ddigidol (DOI)

  • Thomas Marty
    Bond University
  • Bruce J Vanstone
    Bond University
  • Tobias Hahn
    Dayap Logic Pty Ltd
We survey the works applying text analytics to the study of news media in financial markets beyond intraday horizons, and expand into the fundamental economic theory and concepts relevant to the field. We compare and contrast the news sources, textual analysis methods and empirical modelling approaches adopted within the literature. We distil and categorise the key empirical insights, and summarise the bibliographic history of the literature so far. While this rapidly growing field has yielded many exciting discoveries, there are a number of promising avenues for future research which will only benefit from continued advances in computational technology.
Iaith wreiddiolSaesneg
Tudalennau (o-i)1385-1434
Nifer y tudalennau50
CyfnodolynAccounting and Finance
Cyfrol60
Rhif y cyfnodolyn2
Dyddiad ar-lein cynnar18 Maw 2019
Dynodwyr Gwrthrych Digidol (DOIs)
StatwsCyhoeddwyd - 1 Meh 2020
Cyhoeddwyd yn allanolIe
Gweld graff cysylltiadau